Machine Learning and Monte-Carlo in Insurance and Riskmanagement

Abstract

Our workshop highlights recent statistical methods in insurance and risk management. We mainly focus on Monte-Carlo Simulations (day 1) and Machine Learning (day 2). The workshop starts with a presentation of an overview on both days. After the lunch break we proceed with talks given by researchers and practitioners. The workshop is directed to students with a strong interest in insurance mathematics and risk management as well as to practitioners from related fields (actuaries, risk managers, financial engineers), doctoral researchers and researchers. Following the Corona measures and keep the character of a workshop at the same time we limit the number of participants.

 

Date

15th - 16th September, 2022

 

Location

Room 0.01.17, Parkring 35, 85748 Garching (Hochbrück)

Organisation

The team of the professorship of Risk and Insurance at the chair of Financial Mathematics at TUM

 

Registration

Registration is now open via email at sekm13@tum.de. The number of participants is limited due to current Corona requirements

Flyer

Here, you can download the flyer.

Program